Milan blew an early lead to eventually lose at San Siro on Tuesday night.
Rossonero striker Morata later said: “We started well and it was not easy to start the way we did against a great Liverpool side, one of the best teams in Europe.
“We struggled with set plays and then getting it back on track against a team with that quality is difficult. We’ve got to keep working, working, working, we cannot do anything else.
“We have to respect what the fans say, because they pay to attend the games and it is our job to play. However, we cannot hurt ourselves too much, because we have another very important match coming up this weekend.
“It is not a problem caused by attitude or tactics, football is just like this. We conceded two goals from set plays, we could’ve scored from those situations instead. We have training tomorrow morning, another fundamental match this weekend and we have to keep going.”